01What this tool measures
Price tells you where the market is. Order flow tells you how it got there — whether buyers were aggressive or sellers were dumping into bids. This page aggregates public trade prints and converts every print into a USDT amount on the taker side.
A print counts as a buy when the aggressor lifted the ask. Bigger and more frequent buy prints push the buy share above 50%.
A print counts as a sell when the aggressor hit the bid. Persistent sell prints pull the buy share below 50%.
Any single print worth at least 10,000 USDT is tracked separately, so size cannot hide inside a crowd of small trades.
What this tool does not see
It is not an order book. Cancelled orders, spoofed depth, hidden icebergs, wash trades between related accounts and off-exchange volume are invisible here. Trade prints prove what already executed — not what will happen next.
Aggregated, not tick-by-tick
Binance sends aggTrade events, which merge same-price fills from the same taker order.
That is excellent for momentum work and lighter on your browser, but it is not a raw fill log for
high-frequency research.
02Quick start (60 seconds)
The page opens on the pair you used last time (BTC the first time) and immediately starts connecting the eight public feeds. Nothing needs configuring before you can read it.
Type the ticker
Enter BTC, ETH, SOL — or paste BTCUSDT. The suffix and slashes are stripped automatically.
Check the feed pill
The top-right pill should read Live · n feeds. The “Open feeds” chip shows how many sockets are connected out of eight.
Pick your windows
For scalping keep 1m–5m on and turn the slow windows off. For swing work do the opposite. The combined read follows your selection.
Read the cards, then the tape
Cards give the session-wide balance. The tape shows the individual prints that produced it. Read them together, never in isolation.
Confirm on price
Order flow describes pressure, not direction. Structure, levels and risk still decide whether a trade exists.
Leave the tab visible
Sockets are closed whenever this tab is hidden or the page is closed, to protect your CPU and the free hosting tier. Bring the tab back and the feeds reconnect automatically.
03Page anatomy
Five blocks, top to bottom. Each one answers a different question.
| Block | Question it answers |
|---|---|
| Track a market | Which pair am I watching, is the feed alive, how long has this session been running? |
| Timeframe weightage | Is the buying recent, sustained, or already fading? |
| Auto-refresh | How long should these cumulative numbers live before they restart? |
| Four calculators | Is the pressure broad (spot + futures) or concentrated in one venue or size bucket? |
| Live tape | What exactly is printing right now, on which exchange, at which size? |
Read order matters: timeframes → cards → tape. The timeframes tell you whether the move has momentum, the cards tell you where that momentum lives, and the tape tells you whether it is still arriving or already exhausted.
04Timeframes & the combined read
Nine pills sit under the controls: 1m · 2m · 3m · 5m · 15m · 30m · 1h · 4h · 1d. Each one is a
rolling window that ends right now, not a candle. A 5m window therefore means “every
print from the last five minutes”, recalculated every second.
Buy volume ÷ total volume inside that window. 62.4% means 62.4% of the USDT traded in the window was buyer-initiated.
Net flow: buy volume − sell volume in that window. Green means buyers spent more, red means sellers did.
A quick visual of the buy share. It fills from the left, so you can compare nine windows at a glance.
Turning windows on and off
Click any pill to exclude it. It fades, shows OFF and stops contributing to the combined read. Click again to bring it back. Nothing is deleted — the window simply stops counting, which is exactly what you want when you scalp the 1m–5m range but do not care about the daily balance.
| Style | Keep ON | Turn OFF |
|---|---|---|
| Fast scalping | 1m, 2m, 3m, 5m | 15m, 30m, 1h, 4h, 1d |
| Intraday | 5m, 15m, 30m, 1h | 1m, 2m, 3m, 4h, 1d |
| Swing context | 15m, 30m, 1h, 4h, 1d | 1m, 2m, 3m, 5m |
| Full picture | all nine | — |
What “Combined” actually is
Combined is a summary of the windows you left enabled, not a separate exchange feed and not a signal in itself:
- Combined % = simple average of the enabled windows’ buy shares.
- Combined USDT = average net flow of those windows. Because the windows overlap, a sum would multiply the same prints many times; the average stays comparable to a single window and is a weight indicator, not a unique amount of money traded.
- 9/9 windows tells you how many windows are currently included.
Empty windows stay neutral
A window with no prints yet shows — and “no trades”, and is treated as neutral 50% in the combined average. It never displays a fake 100% because one tiny trade happened to be a buy.
05Reading the buy % scale
The colours are a reading aid, not a recommendation. Anything from 45% to 55% is deliberately shown in amber because that range is effectively a coin flip.
| Buy share | What it usually means | What it does not mean |
|---|---|---|
| 80–100% | Very strong, one-sided buying. Often a breakout or a stop run. | That the move is safe to chase — late entries live here. |
| 65–80% | Strong buying with broad participation. | That sellers are absent on other venues. |
| 55–65% | Moderate buy tilt; worth watching, not enough alone. | That structure has broken. |
| 45–55% | Balanced / absorbing. Two-sided trade. | That nothing will happen next. |
| 35–45% | Moderate sell tilt. | That every bounce is finished. |
| 20–35% | Strong selling pressure. | That price must fall — buyers can absorb size. |
| 0–20% | Very strong one-sided selling, often capitulation. | That it is safe to short into the flush. |
Percentages ignore size context
A 90% buy share on 3,000 USDT of volume is noise. The same 90% on 3,000,000 USDT is a statement. Always read the percentage next to the volume and the whale card.
06Net USDT flow
The percentage tells you the balance. The USDT figure tells you the weight. Both matter, because a 60% buy share on heavy volume is a very different market from 60% on almost no volume.
buy share = buy volume ÷ (buy volume + sell volume) × 100
Buy 100,000 USDT, sell 70,000 USDT → +30,000 USDT. Buyers paid up more than sellers dumped.
Buy 70,000 USDT, sell 100,000 USDT → −30,000 USDT. Sellers were the aggressors.
Buy 900, sell 800 → +100 USDT. Technically green, practically meaningless.
What net flow is not
- It is not “money entering the market”. Every trade has a buyer and a seller; USDT does not disappear.
- It is not a future price target. It is a record of who paid the spread and who crossed the book.
- It is not additive across timeframes. Each window has its own net; overlapping windows double-count prints.
Why the USDT number uses the whole print
Each print is valued as price × quantity at the moment it happened, so a 2 BTC fill at
60,000 and a 1 BTC fill at 61,000 are both counted at their own traded value. Nothing is converted
again later.
07The four calculators
All four cards are cumulative for the current session: they start at zero when the page loads, when you change the pair, or when a session refresh happens. The timeframe pills are the rolling part of the page — do not confuse the two.
Spot + futures combined. This is the headline: is the whole market leaning one way?
Leveraged venues only. Strong futures pressure can lead spot, and can also be liquidation noise.
Cash venues only. Slower, but usually cleaner — spot buyers rarely trade to avoid a liquidation.
Only prints of 10,000 USDT or more. Shows whether the size is buying, selling, or sitting out.
Each card contains the same five numbers
| Field | Meaning |
|---|---|
| Buy % | Buy volume share inside that bucket. Shows — until the first print arrives. |
| Volume | Total traded value in the bucket since the session started. |
| Buy | Aggressor-buy value only. |
| Sell | Aggressor-sell value only. |
| Split bar | The green/red proportion at the bottom of the card, for quick comparison. |
Whales are still order flow
One 2,000,000 USDT buy can drag the whale card to 95% while spot and futures sit near 52%. That is a single participant, not a trend. Check how many whale prints the tape shows before believing it.
08Putting the signals together
A single high number is not a setup. A setup is agreement between independent measurements. Work through them in this order:
Combined read
Which side owns the enabled windows? Note the buy share and the net USDT weight.
Short windows
Are 1m–5m agreeing with the combined read, or fighting it?
Futures vs spot
Both leaning the same way is cleaner than one venue doing all the work.
Whales
Is size supporting the move, neutral, or quietly selling into it?
Tape clusters
Are prints still arriving in the direction of the signal, or has the flow dried up?
Price + risk
Only then look at structure, entry, invalidation and position size.
Example — broad bullish alignment
| Measurement | Reading | Comment |
|---|---|---|
| Combined | 🟢 74% buy | Most enabled windows lean the same way. |
| 1m / 2m / 3m / 5m | 🟢 78 / 76 / 74 / 71% | Recent flow confirms the wider read. |
| Futures | 🟢 77% buy | Leveraged participants are chasing. |
| Spot | 🟢 69% buy | Cash market is participating too — this is the important part. |
| Whales | 🟢 72% buy | Size is aligned rather than faded. |
| Tape | 🟢 BUY clusters, some 🐋 | Flow is still arriving. |
That is about as clean as order flow gets — and it still needs price confirmation before risking anything.
Example — bearish alignment
| Measurement | Reading | Comment |
|---|---|---|
| Combined | 🔴 26% buy | One-sided selling across the selected windows. |
| 1m / 2m / 3m / 5m | 🔴 21 / 24 / 27 / 29% | Short-term flow is not improving. |
| Futures | 🔴 23% buy | Leverage is pressing shorts or hiding liquidations. |
| Spot | 🔴 38% buy | Cash sellers are active as well. |
| Whales | 🔴 18% buy | Size is selling, not absorbing. |
| Tape | 🔴 SELL clusters | Pressure is still live. |
Divergence is information, not a trade
- Futures green, spot red — often leverage chasing while cash sells into it. Fragile.
- Short windows red, 1h/4h green — pullback inside an uptrend, or the start of a reversal. Price decides which.
- Whales red, everything else green — retail buying while size distributes. Treat the green with suspicion.
- Whales green, everything else red — someone is accumulating into weakness. Needs time, not a market order.
- Volume collapsing while % stays extreme — the move is running out of participants.
Never trade the number alone
A 90% buy share does not say “long”. It says “aggressive buyers dominate the prints I can see right now”. Whether that is an entry, a squeeze, or the top of a stop run depends entirely on price and risk.
09The live trade tape
The tape is the evidence behind every card. Newest print first, maximum 40 rows kept in the browser, and the little strip of bars beside the heading shows the last 24 prints at a glance.
| Column | Meaning |
|---|---|
| Time | Your browser’s local clock in 24h format (14:03:27). Hover a cell for the full local date and time. |
| Exchange | Which venue produced the print, with a colour dot per exchange. |
| Side | BUY if the taker lifted the ask, SELL if the taker hit the bid. |
| Market | Spot or Fut. |
| Price | Execution price in USDT, with precision adapted to the price scale. |
| Quantity | Base-asset size of that print (the header shows the ticker). |
| Amount | price × quantity in USDT. Prints of 10,000 USDT or more also get a 🐋 marker. |
About the clock
Exchange payloads do not carry a comparable, reliable timestamp across all eight feeds, so the tape shows when your browser received the print, in your own local time. It is a real-time arrival clock — not exchange server time — and no timezone suffix is printed because your browser is already using your local zone.
Reading clusters
One print means nothing. Five buys in a row with two whale markers while the 1m window climbs is a real event. The opposite is equally useful: price pressing higher while the tape fills with red prints is a warning that the move is being sold.
10The five exchanges
Eight sockets, five venues. Combining them reduces the chance that a single exchange’s quirk is mistaken for a market-wide signal.
| Exchange | Feeds used | What it adds |
|---|---|---|
| Binance | Spot + USD-M futures aggTrade | Deepest liquidity; usually the loudest voice in the aggregate. |
| Bybit | Spot + linear futures trades | Strong derivatives participation, fast prints during volatility. |
| OKX | Spot + USDT swap trades | Independent derivative flow; useful cross-check on futures bias. |
| Gate.io | Spot + USDT-margined futures trades | Adds breadth on mid-cap pairs and alt rotation. |
| Coinbase | Spot matches (USD, plus USDT where listed) | US cash-market colour — a different participant base. |
Coverage is never perfectly equal
Every venue lists a different set of pairs. Search a long-tail ticker and some feeds will simply have nothing to subscribe to; the “Open feeds” chip will still show connected sockets because the socket is alive even when that market does not exist there. The cards reflect what actually printed.
Coinbase is subscribed to TICKER-USD first, with TICKER-USDT as a second product.
If the USDT product is not listed, the page automatically retries with USD only so the US cash feed keeps
working.
Contracts are converted to coins
Gate.io and OKX futures quote trade size in contracts. The page looks up each venue’s contract multiplier and converts before valuing a print, so a 10,000× overstatement never reaches your cards. If that lookup cannot be reached, the affected futures prints are skipped instead of guessed — a missing feed is safer than a wrong one.
11Sessions, auto-refresh & pause
A session is the lifetime of the cumulative numbers. It starts when the page loads, when you press New session, when you switch pair, or when auto-refresh fires. Everything resets: cards, tape, timeframe bucket history and the session clock.
The local time the current session began. “Elapsed” counts up from it every second.
Pick 15m, 30m, 1h, 2h, 3h, 4h or 1day. The page shows the next restart time and a live countdown.
Closes every socket immediately without clearing the numbers. Press again to reconnect.
When sockets close automatically
- Tab hidden — background tabs stop streaming and free memory; they reconnect when you return.
- Page closed or refreshed — the browser tears the sockets down before unloading; nothing is left open.
- Connection dropped — that one feed retries with increasing delays (1s → 2s → 4s … capped at 30s) while the others keep streaming.
Why auto-refresh instead of one endless session?
A session that never resets slowly fills with hours of stale pressure. Restarting keeps the cards representative of the regime you are actually trading. The 1day option exists for slow-moving context, but it only has 24 hours of data if you genuinely keep the tab open that long.
Refreshing mid-trade
Auto-refresh can fire while you are in a position. It does not touch your exchange orders — it only clears these analytics — but the sudden neutrals can look alarming. Pick a cycle you will not fight with, or leave it off.
12Set-ups per trading style
There is no single correct configuration. Match the windows and the session length to how long you hold.
| Style | Windows | Auto-refresh | Primary checks |
|---|---|---|---|
| Scalper (seconds–minutes) | 1m, 2m, 3m, 5m | 15m–1h | 1m–5m agreement, tape clusters, futures confirming, spread/liquidity sane. |
| Intraday (minutes–hours) | 5m, 15m, 30m, 1h | 2h–4h | Combined > 60% or < 40%, spot and futures aligned, whale prints in the same direction. |
| Swing context (days) | 15m, 30m, 1h, 4h, 1d | 1day | Long-window consistency, whether pullbacks are being bought, whale distribution. |
| Event trading (news) | 1m, 3m, 5m | Off | Explosive volume, one-sided flow, whale prints, then re-check after the first pause. |
A practical scalping template
- Keep only 1m, 2m, 3m, 5m and 15m enabled.
- Set auto-refresh to 15m or 1h so the balance reflects the current hour.
- Require the combined read to agree with 1m–5m, not just one of them.
- Require futures and spot to point the same way, or size down.
- Wait for whale prints in the same direction before treating it as more than noise.
- Confirm the level on your chart, define invalidation, then execute.
13When order flow lies
Order flow is a measurement, not a promise. These are the situations where it is most likely to point the wrong way, or to look far more decisive than the market really is.
- Thin pairs. A handful of small prints can produce a 100% buy share. Check the volume figure before you believe the percentage.
- Listing pumps and delistings. New markets trade with no reliable history; flow is dominated by market makers and bots.
- Wash trading. Self-matched volume looks like aggressive flow but carries no information. Concentrated prints on one low-tier venue are a red flag.
- Liquidation cascades. Forced market orders produce huge one-sided prints that are the result of a move, not its cause.
- Stop runs. A burst of buys above a level can be a liquidity grab that reverses immediately. The tape will look bullish for thirty seconds.
- Single-exchange spikes. One venue printing while the other four are quiet usually means a local issue, not a market move.
- Very low volume sessions. Weekends and holidays produce misleading ratios on thin books.
- Stale or partial feeds. If the “Open feeds” count drops, treat every number as incomplete until it recovers.
- Stablecoin and fiat pairs. USDC/USDT-style markets have their own dynamics and are not directional crypto signals.
- Your own bias. The most dangerous filter is wanting the number to agree with the position you already hold.
High buy % at the top of a range
Aggressive buying into resistance often means buyers are being filled by passive sellers who wanted out higher. The prints are green; the outcome is not. Location beats momentum.
14Routine & checklists
A repeatable loop, in the order that keeps you honest.
Choose the market
Search the pair and confirm the feed pill turns live.
Configure the windows
Enable only the windows that match your holding time.
Set the session length
Auto-refresh on 15m–1h for scalping, 4h–1day for swing context.
Read combined, then the short windows
Look for agreement, not a single hero number.
Compare spot and futures
Broad participation is stronger than one venue shouting.
Check the whales
Size should confirm, not contradict, the smaller prints.
Watch the tape
Is the flow still arriving, or has it already been absorbed?
Go to your chart
Structure, level, trigger. If the chart disagrees, the chart wins.
Define risk first
Stop, size, invalidation. No position without all three.
Bullish checklist
- Combined buy share is meaningfully above 55% (and holding).
- 1m–5m agree with the wider windows.
- Futures and spot both lean buy.
- Whale prints are aligned, and there is more than one.
- Tape shows BUY clusters with real size.
- Price structure supports the long (higher low, breakout with a retest, etc.).
- Stop and position size are defined before entry.
Bearish checklist
- Combined buy share is meaningfully below 45% (and holding).
- 1m–5m agree with the wider windows.
- Futures and spot both lean sell.
- Whale prints are selling, not quietly absorbing.
- Tape shows SELL clusters with real size.
- Price structure supports the short (lower high, failed reclaim, breakdown retest).
- Stop and position size are defined before entry.
One-line version
Use the page to answer “who is paying the spread right now, and with how much size?” — then let price and risk management decide whether that matters.
15Troubleshooting & FAQ
No trades appear after I search a coin
The ticker probably has no USDT market on the venues being watched, or it is spelled differently (for example a wrapped or 1000x token). Try the base ticker without suffixes, and confirm the pair exists on at least one of the five exchanges.
“Open feeds” shows fewer than 8
A venue may be unreachable from your network, rate-limiting, or temporarily down. Each socket retries on its own, so the count usually recovers. The cards keep working with whatever is connected — just treat the numbers as partial.
Why is Coinbase sometimes missing from the tape?
Coinbase only lists a subset of assets, and many pairs quote in USD rather than USDT. The page first
tries TICKER-USD and TICKER-USDT, then falls back to USD only if needed.
If neither product exists, there is nothing to stream.
Why is a futures feed connected but not printing?
An open websocket does not guarantee data. Some networks block a venue’s trade stream, and some pairs are not listed on that venue’s futures market. If the contract-size lookup for a futures venue fails, its prints are deliberately skipped rather than valued incorrectly.
The numbers do not match my exchange’s volume
This page measures taker-side traded value across five venues, not a single exchange’s
24h statistic. It also starts counting when the session starts, groups Binance fills into
aggTrade events, and resets on refresh or pair change. Differences are expected.
Why did everything reset to neutral?
Session start, pair switch, auto-refresh, or a manual refresh. Also note that a freshly loaded page has no history: the 1h and 4h windows stay neutral until enough time has passed.
Why does the 1d window show very little?
It only covers prints received while the page was open and connected. A 1day window needs a genuinely long, visible session — closing the tab stops the collection.
The page went quiet when I switched tabs
That is intentional. Sockets close in hidden tabs and reopen when the tab is visible again. If you want to stop streaming while keeping the tab open, use Pause feed.
Is the data real-time?
It uses public websocket trade streams, so prints arrive in near real time. Latency comes from the exchange, your network and browser scheduling — typically well under a second, but never zero.
Does this place orders or connect to my account?
No. There are no API keys, no accounts and no order endpoints. It is a read-only analytics page that subscribes to publicly available trade streams.
What is stored on my device?
The theme choice and the last ticker you tracked, in localStorage. No trade history is
uploaded anywhere and the server does not receive the flow data.
Performance feels heavy during volatility
Print rates can spike. The page batches DOM updates, keeps only the newest 40 rows, and folds trades into 1-second buckets, but a very busy market will still use CPU. Turning off unused long windows and using the pause button both help.
16Glossary
| Term | Meaning here |
|---|---|
| Taker / aggressor | The side that crossed the spread. Buy = lifted the ask, sell = hit the bid. |
| Maker | The resting order that got filled. Not directly measured, but it is the counterparty of every print. |
| aggTrade | Binance’s aggregated trade event: same-price fills from one taker order combined. |
| Spot | Cash market. Asset delivered, no funding, no liquidation. |
| Perpetual / swap | Leveraged derivative without expiry, held via funding payments. Counted as “Futures” here. |
| Net flow | Buy value minus sell value in the chosen window. |
| Buy share | Buy value as a percentage of total value. |
| Whale print | A single print of at least 10,000 USDT. |
| Rolling window | A time range ending now, recalculated continuously — not a candle. |
| Session | The period since the last reset; the four cards accumulate across it. |
| Divergence | Two measurements disagreeing (spot vs futures, whales vs total). Often more informative than agreement. |
| Liquidation | A forced market order from a leveraged position being closed. |
| Wash trade | Self-matched volume that prints but carries no real intent. |
| Spread | The gap between the best bid and best ask; the cost of crossing. |